Insights

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triResolve 2019 Insights

As we commence 2019, we would like to thank you for your support throughout the previous year and provide insight into what the future holds for our portfolio reconciliation, collateral management and initial margin services.

triReduce Webinar: IR Benchmark Reform

2019-02-18

Industry Transformation of Legacy OTC LIBOR Trades

During this live session we discussed the solutions available to help an orderly and effective transition of LIBOR fixings beyond 2021. Since the Webinar we have been contacted by a large number of attendees wishing to obtain more information regarding the transformation in general and next steps.

Scroll down to enter your details and watch the recording.

triCalculate and Jon Gregory Discuss the Current State of Play for XVA

2019-02-07

triCalculate’s co-CEO Martin Engblom recently sat down with XVA expert Jon Gregory for a one-hour discussion on the current state of play for XVA.

Their adept discussion provides professional insight and illumination on such topics as CVA, FRTB, MVA, FVA, the concept of optimisation, regulatory capital, KVA, thoughts on where XVA’s are headed next, and much more.

トライカルキュレート2018年まとめ

triResolve 2019 Insights

2019-01-10

As we commence 2019, we would like to thank you for your support throughout the previous year and provide insight into what the future holds for our portfolio reconciliation, collateral management and initial margin services.

triResolve Interview | Best Buy-Side Collateral Management Service

2018-12-12

TriOptima won the category for the best collateral management platform for the first time at this year’s Buy-Side Technology Awards. Victor Anderson chats to Neil Murphy about how regulation has shaped collateral management practices across the buy side in recent years, how the firm’s triResolve Margin platform works, and what the firm believes helps to differentiate triResolve Margin from other offerings.

triCalculate 2018 Round-up

2018-12-10

Thanks to our customers across the sell- and buy-side, triCalculate has seen substantial and sustained global growth over the last couple of years. In this blog post we’ll round up some key highlights from 2018.

Following triCalculate’s win in the WatersTechnology Buy-Side Awards as the Best Buy Side Pricing/Valuation Service, triCalculate co-CEO Thomas Griffiths sat down with Waters Editor Victor Anderson to discuss how we help buy-side customers solve their infrastructure challenges and reduce operational burden.

Video Q&A | Preparing the buy side for the initial margin phase in

2018-12-04

David White, Head of triResolve Sales, joins Risk.net to discuss the challenges of the initial margin phase in and the role of automation in the drive for more efficient collateral management processes.

Do you know your initial & future costs of posting Initial Margin?

2018-11-19

The new Initial Margin rules require the posting of initial margin for new OTC derivatives trades in every bilateral trading relationship. The funding of this initial margin comes at a cost, and MVA is the expected cost of funding initial margin all the way to the maturity of the longest trade in the netting set.

Whitepaper | Risk.net market survey: The state of the XVA space

2018-10-24

In a recent market survey from triCalculate and Risk.net on the state of the XVA space, market participants shared how they are grappling with the conceptual and practical challenges of MVA, which XVAs are most important now, and how cloud-based solutions could be beneficial for XVAs.

FTF News Q&A: Why Minimizing Counterparty Credit Risk is Crucial

2018-10-09

Michael Modlock, Head of Sales and Relationship Management triReduce, spoke with FTF about the launch of triBalance and its selection as the Best New Post-Trade Solution in the in the FTF News Technology Innovation awards.

Whitepaper | Streamlining the Collateral Management Process

2018-04-10

This whitepaper reflects on how market participants have evolved to meet their un-cleared margin regulatory obligations and how operational excellence is quick and easy to achieve with triResolve Margin.

triResolve Margin: Reinventing collateral management

Major French firms adopt triResolve Reporting Validation

2018-01-29

The trade reporting obligations of EMIR RTS2 are complex and pressure is mounting on firms to ensure their data is validated and accurate. To overcome the challenges, many French firms have turned to triResolve to help them achieve transparency and ensure their reported data is accurate.

Understanding the changing landscape of collateral management

2017-10-27

View triResolve's latest video to see Jenny Nilsson, Head of Product Marketing, and David White, Global Head of Sales, discuss the changing landscape of collateral management and what firms can do to increase efficiency and achieve compliance.

CVA as a service

2017-10-23

As part of market participants’ activities to achieve compliance with accounting rules and best practice, they need to implement solutions to manage Credit Valuation Adjustments (CVA) and other XVAs in their portfolio valuations.

Accelerated MVA in triCalculate

2017-09-06

The phased introduction of bilateral initial margin is affecting institutions with gradually decreasing size. Institutions who stand to benefit most from a central analytics service are coming into scope, and as a response, triCalculate has added MVA to the catalogue of risk metrics.

The countdown is on! 10 days until the non-cleared margin hard deadline

2017-08-22

On March 1st, firms were given an effective six month grace period to achieve full compliance with the non-cleared variation margin rules. In what seems like the blink of an eye, we’re now a mere ten days out from the day your firm needs to be compliant.

Couple the time pressure with existing business demands and the need for an easy to implement collateral management solution becomes more apparent than ever.

Are you prepared for the second wave of European margin rules?

2017-08-01

On March 1st, firms were given a six month grace period to achieve full compliance with the non-cleared variation margin rules. In what seems like the blink of an eye, the September deadline has now passed and firms need to look to the next regulatory milestone, January 3rd 2018.

Gaining efficiency over your collateral management process

2017-05-24

Collateral management has typically been a fragmented and manual process. Join this webinar to find out how we are reinventing collateral management with triResolve Margin and get a latest update of the service in a live demo.

Ensure accurate trade reporting

2017-05-17

Accuracy of regulatory trade reporting is still a problem for the industry. Join this event to find out how triResolve can help align the reported data in one central place and learn about our cutting-edge new functionality in a live demo.

How to price XVA on a new deal

2017-03-06

Today’s OTC derivative trades no longer rely on a market quote but include CVA, DVA and FVA in the pricing calculation. This means that the counterparty’s creditworthiness, your cost of funding and your collateral agreements all contribute adjustments to the final price of a trade.

OTC data under the microscope

2017-03-01

Error-strewn, duplicated and inconsistent – reporting of over-the-counter derivatives contracts data to trade repositories was supposed to lead to transparency and maintain global financial stability. As Jenny Nilsson, product marketing executive at triResolve, the portfolio reconciliation and reporting validation service from TriOptima, explains, that goal seems a long way off. The industry must proactively reconcile data with its counterparties and work together to ensure data accuracy.

How to calculate and understand your CVA, DVA and FVA with or without a collateral agreement in place

2017-01-01

triCalculate can help assess the cost of entering into a collateral agreement which will directly affect the pricing of an OTC derivative. As new margin rules are implemented in the US (September 2016) and Europe (Spring 2017), triCalculate can assist in the transition to a new or upgraded collateral relationship.

How to calculate CVA per trade

2016-12-12

Recognising the importance of accuracy in public reporting, triCalculate now incorporates a mathematically sound and easy to produce methodology that splits the CVA of a netting set into a value for each of the underlying trades to accommodate new balance sheet reporting requirements.

Make sense of your data to ensure accurate trade reporting

2016-12-01

In a bid to increase transparency and facilitate regulatory oversight of the OTC derivative market, the introduction of mandatory reporting and data repositories is well intentioned. However, despite a huge effort from the industry to report their trade data, challenges persist.

For the past several years, derivatives conferences have been all about regulation. But as Dodd-Frank, MiFID II and other global regulations move through the rulemaking phase to implementation and beyond, the focus has shifted from regulation to innovation.

Portfolio compression takes the spotlight

2014-12-01

Innovation, creativity and adaptability have characterised the over-the-counter derivatives industry since the first interest rate swap was executed between IBM and the World Bank in 1981. As the market for OTC derivatives grew, the need for better post-trade management also emerged, and TriOptima’s multilateral early termination service, triReduce was an early leader in addressing that need.

As the world's leading and most diverse derivatives marketplace, CME Group (www.cmegroup.com) enables clients to trade futures, options, cash and OTC markets, optimize portfolios, and analyze data – empowering market participants worldwide to efficiently manage risk and capture opportunities. CME Group exchanges offer the widest range of global benchmark products across all major asset classes based on interest rates, equity indexes, foreign exchange, energy, agricultural products and metals. The company offers futures and options on futures trading through the CME Globex® platform, fixed income trading via BrokerTec and foreign exchange trading on the EBS platform. In addition, it operates one of the world's leading central counterparty clearing providers, CME Clearing. With a range of pre- and post-trade products and services underpinning the entire lifecycle of a trade, CME Group also offers optimization and reconciliation services through TriOptima, and trade processing services through Traiana.

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